Yeah, I'd say the show tried to "find itself" a lot in the First Season but I don't think it really hit a stride until the Second Season where more "powerful" arcs started up.
New comers to the show should be prepared that, as Locutus said, it "defies classification." It's not strictly a comedy/sitcom, it's not strictly a drama, nor is it a "dramadey." It's more like a "reality show" following around comedian Louis C.K. only without the "being a reality show" thing. And, largely, based around Louis C.K.'s comedy. Whom I agree is the best comedian working today and in a long time. His humor certainly tends to be the every-day-life stuff only laced with a bit more vulgarity. Making it even funnier he's not ashamed to make jokes about raising his daughters and his daughters themselves. He obviously loves and cares for them very much but he's not afraid to make jokes about how much his kids can (sometimes) suck.
And I think since his divorce he only got funnier and more jaded as a middle-aged overweight single man. As he joked once being 40 is "too old for anyone to be impressed by the things you do but not old enough yet for people to care about helping you" he then mimics a young "helping the old" girl by saying, "No one ever says, "I helped a 40-year-old man today and it felt really good!"
But "Duckling" really is just a fantastic, fantastic episode. If there's one episode to watch that would be it.
It's important to note that continuity on this show? Doesn't exist. In one episode it seems implied that Louis is one of only two brothers, by the second season it seems more in tune with reality with how it is in reality with Louie being the only brother to two (or three?) sisters. In one episode his mother is presented as being a cold, unloving, woman who discovers she's a lesbian in her old age. In another episode (flashing back to past in another good episode with a young Louie being explained the horrors of Jesus' crucifixion) his mother (a younger version of her in the flashback) is much more nurturing and motherly -closer to the real-world Mrs. C.K.) Probably the biggest "continuity glitch" is with Louie's ex-wife. In the first season we only see glimpses of her and hear her voice and she's presented as a white woman, Louie's two young girls are blonde white girls. In the third season Louie's ex-wife finally makes a real appearance becoming something of a character portrayed by a black actress.
(Not saying that there's anything wrong with an inter-racial marriage, but it's very inconsistent with everything we see in the series.)
But it's just a great, great series.